NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
91.67 |
92.70 |
1.03 |
1.1% |
94.21 |
| High |
92.97 |
94.64 |
1.67 |
1.8% |
94.63 |
| Low |
91.67 |
92.47 |
0.80 |
0.9% |
91.48 |
| Close |
92.66 |
94.20 |
1.54 |
1.7% |
92.92 |
| Range |
1.30 |
2.17 |
0.87 |
66.9% |
3.15 |
| ATR |
1.39 |
1.44 |
0.06 |
4.0% |
0.00 |
| Volume |
39,912 |
56,867 |
16,955 |
42.5% |
219,355 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.28 |
99.41 |
95.39 |
|
| R3 |
98.11 |
97.24 |
94.80 |
|
| R2 |
95.94 |
95.94 |
94.60 |
|
| R1 |
95.07 |
95.07 |
94.40 |
95.51 |
| PP |
93.77 |
93.77 |
93.77 |
93.99 |
| S1 |
92.90 |
92.90 |
94.00 |
93.34 |
| S2 |
91.60 |
91.60 |
93.80 |
|
| S3 |
89.43 |
90.73 |
93.60 |
|
| S4 |
87.26 |
88.56 |
93.01 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.46 |
100.84 |
94.65 |
|
| R3 |
99.31 |
97.69 |
93.79 |
|
| R2 |
96.16 |
96.16 |
93.50 |
|
| R1 |
94.54 |
94.54 |
93.21 |
93.78 |
| PP |
93.01 |
93.01 |
93.01 |
92.63 |
| S1 |
91.39 |
91.39 |
92.63 |
90.63 |
| S2 |
89.86 |
89.86 |
92.34 |
|
| S3 |
86.71 |
88.24 |
92.05 |
|
| S4 |
83.56 |
85.09 |
91.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.64 |
91.48 |
3.16 |
3.4% |
1.55 |
1.6% |
86% |
True |
False |
51,410 |
| 10 |
98.92 |
91.48 |
7.44 |
7.9% |
1.68 |
1.8% |
37% |
False |
False |
44,566 |
| 20 |
100.33 |
91.48 |
8.85 |
9.4% |
1.31 |
1.4% |
31% |
False |
False |
32,833 |
| 40 |
100.33 |
91.48 |
8.85 |
9.4% |
1.29 |
1.4% |
31% |
False |
False |
27,126 |
| 60 |
100.33 |
91.48 |
8.85 |
9.4% |
1.27 |
1.3% |
31% |
False |
False |
23,884 |
| 80 |
101.00 |
91.48 |
9.52 |
10.1% |
1.27 |
1.4% |
29% |
False |
False |
20,284 |
| 100 |
103.06 |
91.48 |
11.58 |
12.3% |
1.27 |
1.3% |
23% |
False |
False |
17,196 |
| 120 |
103.06 |
91.48 |
11.58 |
12.3% |
1.19 |
1.3% |
23% |
False |
False |
14,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.86 |
|
2.618 |
100.32 |
|
1.618 |
98.15 |
|
1.000 |
96.81 |
|
0.618 |
95.98 |
|
HIGH |
94.64 |
|
0.618 |
93.81 |
|
0.500 |
93.56 |
|
0.382 |
93.30 |
|
LOW |
92.47 |
|
0.618 |
91.13 |
|
1.000 |
90.30 |
|
1.618 |
88.96 |
|
2.618 |
86.79 |
|
4.250 |
83.25 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.99 |
93.84 |
| PP |
93.77 |
93.49 |
| S1 |
93.56 |
93.13 |
|